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Yuxing Yan - Python for Finance [2014, PDF/EPUB/MOBI, ENG] + Code

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Yuxing Yan - Python for Finance [2014, PDF/EPUB/MOBI, ENG] + Code (Size: 29.54 MB)
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  Yuxing Yan - Python for Finance - 2014.epub 9.57 MB
  Yuxing Yan - Python for Finance - 2014.mobi 14.89 MB
  Yuxing Yan - Python for Finance - 2014.pdf 4.84 MB

Description


Книги и журналы » Компьютерная литература » Программирование (книги)

Python for Finance

Год: 2014
Автор: Yuxing Yan
Издательство: Packt Publishing
ISBN: 978-1-78328-438-2
Язык: Английский
Формат: PDF/EPUB/MOBI
Качество: Изначально компьютерное (eBook)
Интерактивное оглавление: Да
Количество страниц: 408
Описание:

In Detail

Python is a free and powerful tool that can be used to build a financial calculator and price options, and can also explain many trading strategies and test various hypotheses. This book details the steps needed to retrieve time series data from different public data sources.

Python for Finance explores the basics of programming in Python. It is a step-by-step tutorial that will teach you, with the help of concise, practical programs, how to run various statistic tests. This book introduces you to the basic concepts and operations related to Python. You will also learn how to estimate illiquidity, Amihud (2002), liquidity measure, Pastor and Stambaugh (2003), Roll spread (1984), spread based on high-frequency data, beta (rolling beta), draw volatility smile and skewness, and construct a binomial tree to price American options.

This book is a hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.

Approach

A hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.

Who this book is for

Python for Finance is perfect for graduate students, practitioners, and application developers who wish to learn how to utilize Python to handle their financial needs. Basic programming knowledge is helpful, but not necessary.
[spoiler="Примеры страниц"]

[/spoiler]
[spoiler="Оглавление"]
Preface
Chapter 1: Introduction and Installation of Python
Chapter 2: Using Python as an Ordinary Calculator
Chapter 3: Using Python as a Financial Calculator
Chapter 4: 13 Lines of Python to Price a Call Option
Chapter 5: Introduction to Modules
Chapter 6: Introduction to NumPy and SciPy
Chapter 7: Visual Finance via Matplotlib
Chapter 8: Statistical Analysis of Time Series
Chapter 9: The Black-Scholes-Merton Option Model
Chapter 10: Python Loops and Implied Volatility
Chapter 11: Monte Carlo Simulation and Options
Chapter 12: Volatility Measures and GARCH
Index
[/spoiler]